+183.1%
IJH vs PR
+88.3%
+94.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.7% |
| 30D | -3.8% | +11.3% | -15.1% | -4.9% |
| 3M | 0.0% | +24.1% | -24.1% | -2.3% |
| 6M | +8.8% | +25.4% | -16.6% | +5.9% |
| YTD | +13.5% | +71.2% | -57.7% | +7.0% |
| 1Y | +15.4% | +78.6% | -63.2% | +8.2% |
| 3Y | +50.9% | +85.2% | -34.3% | +39.9% |
| 5Y | +47.8% | +419.0% | -371.2% | +22.9% |
| 10Y | +183.1% | +86.2% | +96.8% | +146.5% |
| All | +183.1% | +88.3% | +94.7% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling